+539.5%
MTSI vs HRB
+213.0%
+326.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.5% | +8.6% | +3.5% |
| 7D | +4.9% | -9.1% | +13.9% | +6.8% |
| 30D | -11.6% | +0.3% | -11.8% | -12.2% |
| 3M | -24.1% | +23.4% | -47.4% | -28.8% |
| 6M | +32.4% | +45.1% | -12.7% | +18.0% |
| YTD | +60.4% | +8.9% | +51.6% | +52.7% |
| 1Y | +111.0% | -7.9% | +118.9% | +109.2% |
| 3Y | +246.1% | +27.9% | +218.2% | +202.9% |
| 5Y | +340.3% | +108.3% | +232.0% | +225.7% |
| 10Y | +539.5% | +208.4% | +331.1% | +299.0% |
| All | +539.5% | +213.0% | +326.6% | +299.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling